+29.7%
OMC vs SPG
+104.0%
-74.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.4% |
| 7D | -4.2% | -1.7% | -2.6% | -3.5% |
| 30D | -7.5% | -6.3% | -1.2% | -4.7% |
| 3M | +4.6% | -2.4% | +7.1% | +6.0% |
| 6M | -4.8% | +9.6% | -14.5% | -8.9% |
| YTD | -1.0% | +14.2% | -15.2% | -7.0% |
| 1Y | +3.8% | +19.3% | -15.5% | -4.4% |
| 3Y | +10.2% | +106.7% | -96.5% | -22.4% |
| 5Y | +29.7% | +104.2% | -74.5% | -13.0% |
| All | +29.7% | +104.0% | -74.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling